Fast Approximate Determinants Using Rational Functions
Fast Approximate Determinants Using Rational Functions
We show how rational function approximations to the logarithm, such as $\log z \approx (z^2 - 1)/(z^2 + 6z + 1)$, can be turned into fast algorithms for approximating the determinant of a very large matrix. We empirically demonstrate that when combined with a good preconditioner, the third order rational …